Hewlett Packard Enterprise Co (HPE)
22.10
+0.36
(+1.66%)
USD |
NYSE |
Nov 22, 16:00
22.08
-0.02
(-0.09%)
After-Hours: 20:00
Hewlett Packard Enterprise Max Drawdown (5Y): 56.91% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 56.91% |
| September 30, 2024 | 56.91% |
| August 31, 2024 | 56.91% |
| July 31, 2024 | 56.91% |
| June 30, 2024 | 56.91% |
| May 31, 2024 | 56.91% |
| April 30, 2024 | 56.91% |
| March 31, 2024 | 56.91% |
| February 29, 2024 | 56.91% |
| January 31, 2024 | 56.91% |
| December 31, 2023 | 56.91% |
| November 30, 2023 | 56.91% |
| October 31, 2023 | 56.91% |
| September 30, 2023 | 56.91% |
| August 31, 2023 | 56.91% |
| July 31, 2023 | 56.91% |
| June 30, 2023 | 56.91% |
| May 31, 2023 | 56.91% |
| April 30, 2023 | 56.91% |
| March 31, 2023 | 56.91% |
| February 28, 2023 | 56.91% |
| January 31, 2023 | 56.91% |
| December 31, 2022 | 56.91% |
| November 30, 2022 | 56.91% |
| October 31, 2022 | 56.91% |
| Date | Value |
|---|---|
| September 30, 2022 | 56.91% |
| August 31, 2022 | 56.91% |
| July 31, 2022 | 56.91% |
| June 30, 2022 | 56.91% |
| May 31, 2022 | 56.91% |
| April 30, 2022 | 56.91% |
| March 31, 2022 | 56.91% |
| February 28, 2022 | 56.91% |
| January 31, 2022 | 56.91% |
| December 31, 2021 | 56.91% |
| November 30, 2021 | 56.91% |
| October 31, 2021 | 56.91% |
| September 30, 2021 | 56.91% |
| August 31, 2021 | 56.91% |
| July 31, 2021 | 56.91% |
| June 30, 2021 | 56.91% |
| May 31, 2021 | 56.91% |
| April 30, 2021 | 56.91% |
| March 31, 2021 | 56.91% |
| February 28, 2021 | 56.91% |
| January 31, 2021 | 56.91% |
| December 31, 2020 | 56.91% |
| November 30, 2020 | 56.91% |
| October 31, 2020 | 56.91% |
| September 30, 2020 | 56.91% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
35.15%
Minimum
Nov 2019
56.91%
Maximum
Mar 2020
55.46%
Average
56.91%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Advanced Micro Devices Inc | 65.45% |
| Intel Corp | 69.56% |
| NVIDIA Corp | 66.34% |
| Super Micro Computer Inc | 75.50% |
| Broadcom Inc | 48.30% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.76 |
| Beta (5Y) | 1.192 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.41% |
| Historical Sharpe Ratio (5Y) | 0.1344 |
| Historical Sortino (5Y) | 0.2073 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.18% |